مجلة رؤى اقتصادية
Volume 8, Numéro 1, Pages 169-180
2018-12-31

Measurement And Analysis Of Liquidity Risk In The Algerian Commercial Banks

Authors : Gaidi Khemissi . Bentoumi Imene .

Abstract

Liquidity plays an important role in the management of the commercial banks activities and the execution of their primary tasks in the economy. For this raison, its efficient management is considered as a big challenge in order to avoid the liquidity risks. The subject of this study is to measure and analyze the liquidity risks in the commercial banks by using the econometric models. The study took BNP Paribas Algeria as a study case. And use the accumulated differences method and the balanced asset/liability method; it has used also indicators of the period 2012-2014.

Keywords

measure, the liquidity risks, commercial banks, method differences bundled and differences sequential, Algeria.